## Stochastic differential equations with multi-Markovian switching.(English)Zbl 1266.60105

Summary: This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the $$p$$th moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.

### MSC:

 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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### References:

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